The evaluation of cross-correlation sequences for 2-D ARMA processes

DOI10.1109/82.782050MaRDI QIDQ2733057zbMATH OpenOpenAlexFDO

Authors Chyi Hwang, Jyh-Haur Hwang, Sun-Yuan Tsay

Publication date 5 May 2002

Published in IEEE Transactions on Circuits and Systems. II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/82.782050

zbMATH Keywords

complex double integralstwo-dimensional ARMA processestwo-dimensional autoregressive moving average processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(2)

• A note on the evaluation of complex integrals using filtering interpretations
• Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise

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